My ex did pretty much exactly this. My DD was similar age to yours, last year of primary. There was no DV history with the ex but long history of him trying to be controlling and using DD as a weapon. DD was having increasingly strained relationship with him, had said she didn't want to see him, her behaviour after returning from his was getting increasingly worse.
She went for contact due back at tea time, never came back and he refused to bring her back on grounds of abuse. Said there was bruising on DD and DD had said I had done this and he had reported me to SS and SS had advised to keep hold of her. I had a residency order in place and he had a (out of date and invalid because he never stuck to it)contact order. I called the police who did a safety check but couldn't do anything further as he had parental responsibility and with no concerns about her safety there it was then a civil matter. This all occurred on the weekend so when I called SS they said they couldn't do anything or assess anything until Monday.
I was broken, utterly distressed. Ex lived less than half a mile away but police had advised he was not there and had taken her elsewhere to avoid me turning up at his doorstep. By the morning, after no sleep I decided to turn up at his house and I refused to leave his doorstep until he handed her over. He called the police, the police ended up advising him to hand her over as per residency order and to avoid causing further disturbance and take up abuse claim with SS. He handed DD over and I took her home.
He didn't follow up the abuse claim, SS had a brief chat with me about it but put it down to malicious. DD has not seen him again since. I told him he needed to be supervised during contact either by me, a family member of mine, or formally in a contact centre. That he can take me to court if he is not happy with this, but over my dead body is DD being left unsupervised in his care again. (there is a LOT more to this, years of emotional manipulation of DD and general shit Dad), and this event was the straw that broke the camel's back. He never pursued contact or court and we haven't spoke again, I have no way of contacting even if I needed to.
Obviously with history of DV just turning up there is not the thing to do, but you have every right to question contact going forwards and if he doesn't like it go back to court. And stand by supervised contact, if the children want it.
Don't be too hard on DD, she obviously needs to understand the consequences of her actions but you can only do this through talking with her. Punishment will not help